Research Associate

The University of New South Wales

Position Available: Research Associate
Date: Friday, 22nd January 2016

Research Associate

The University of New South Wales, Australia
Faculty of Science, School of Mathematics and Statistics
Ref#11263
A$86K - A$92K per year (plus 17% superannuation and leave loading

About the role

2 Years fixed term full time research only position with possibility for extension for one more year. Ideally commencing from 1 March 2016 but a later date may be negotiated.

Applications are sought for a Research Associate to work on an ARC Discovery Project awarded to Associate Professor Spiridon Penev from UNSW Australia and to Professor Pavel Shevchenko from CSIRO.

About you

Although experience in the following areas of statistics and empirical financial econometrics is preferred, all candidates with strong qualifications in a relevant field of mathematics and statistics are encouraged to apply and will be carefully considered:
1. Inference about risk, empirical risk optimization, optimal stochastic control, state-space modelling.
2. Wavelet methods in analysing time series.
3. Development of efficient computational algorithms for empirical finance within R and Matlab.

The successful applicant will play a leading role within a collaborative research team and, in collaboration with other team members, are expected to publish in leading international journals. Applicants should have a PhD degree or be very close to completing one. Women and people from equity groups are encouraged to apply. Applicants may be required to undergo pre-employment checks prior to appointment to these roles. Applicants should systematically address the selection criteria in their applications.

Any enquiries to: Associate Professor Spiridon Penev, Email to S.Penev@unsw.edu.au.

Applications close: 12 February 2016

For full details: https://www.jobs.unsw.edu.au/research-associate-35